Subject
Statistics and Probability
Reference40 articles.
1. Barlow M., Study of a filtration expanded to include an honest time.Probab. Theory Relat. Fields44(1978) 307–323.
2. M. Barlow, M. Emery, F. Knight, S. Song and M. Yor, Autour d’un théorème de Tsirelson sur des filtrations browniennes et non browniennes.Séminaire de Probabilité,XXXII. Springer-Verlag Berlin (1998).
3. M. Barlow and J. Pitman and M. Yor, On Walsh’s Brownian motion.Séminaire de Probabilité, XXIII. Springer-Verlag Berlin (1989)
4. A. Bélanger and S. Shreve and D. Wong, A unified model for credit derivatives. Working paper (2002).
5. Biagini F. and Cretarola A., Local risk-minimization for defaultable claims with recovery process.Appl. Math. Optim.65(2012) 293–314.
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献